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Financial Mathematics
Uploaded: 17.08.2013
Content: 30817134206107.rar 43,43 kB
Product description
1. In the birthday of his grandson Grandmother put in the bank $ 2,000 under 4.0% per annum. What will be the amount seventeen grandchildren?
2. For the value of 13000.0 taken for 12 years at 15.0% per annum. Redeemable will equal annual payments. Find the size of payments.
3.Tri bonds with the same face value of 1000 maturity n = 6 years, an annual coupon rate of 12%, have a different yield to maturity of 9, 10, 11 percent. How will vary their market value? Find their values.
4.Ranzhiruyte following bonds for duration
Bond Maturity Coupon rate Yield to maturity
January 13 Aug. 8
February 13 0 8
March 13 May 8
February 4 August 8
Explain the reasoning.
5.Oprdeelite yield to maturity and duration of the bond, if the nominal value is equal to 1000.0 annually pays a coupon of 110.0 maturity of 2 years, the current price of the bond is 983.10. Specify the relationship between the change in the yield to maturity and the price of the bond (the first-order approximation).
6.Menedzher to pay the debt in 5 years in the amount of 1,000,000 Number of 2-year zero-coupon bonds and how many 12-year zero-coupon bonds it should buy to hedge the risk of interest rate changes on the condition that the yield curve is flat and the interest rate is 11.0 % (bond ratings of 1000)?
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